I looked into this possibility a while ago and these are the POTENTIAL pitfalls: The 4HK1 injectors are centered in the head so the combustion bowl in the piston is also centered whereas on the 4HE1, the injector is offset a bit as is the combustion bowl in the piston so you would end up with a misalignment. Whether this would cause a problem or not, I don't know.
When the 4HE1 first came out, they used a fine tooth gear train to drive the cam, IP, and other stuff. After a few months, they switched over to a courser tooth gear train, same as is used by the 4HK1 so you would definitely have to use a latter gear on your 4HE1 cam.
As the 4HK1 injection pump does not require timing, the proper timing marks may not be on the gears to set up a 4HE1 IP on a 4HK1 block.
It looks like the 4HE1 IP will bolt to the 4HK1 block but I haven't verified it.
Post up what you find in your research as I'm also considering doing the same.